Publications

Constant Volatility Research wins National Alternatives Award

Brockhouse Cooper Asset Management’s White Paper: A Constant Volatility Framework for Managing Tail Risk has been awarded the 2010 AIMA Canada- Hillsdale Research Award (ACHRA).

Authored by Dr. Alexandre Hocquard, Portfolio Manager, and Dr. Nicolas Papageorgiou, Director Quantitative Research and Associate Professor at HEC Montreal, the paper presents a novel approach to managing tail risk.  Read the white paper here.